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At least 55 records · Page 3

Design of state-feedback controllers including sensitivity reduction, with applications to precision pointing

The design procedure of feedback controllers was described and the considerations for the selection of the design parameters were given. The frequency domain properties of single-input single-output systems using state feedback controllers are analyzed, and desirable phase and gain margin properties are demonstrated. Special consideration is given to the design of controllers for tracking systems, especially those designed to track polynomial commands. As an example, a controller was designed for a tracking telescope with a polynomial tracking requirement and some special features such as actuator saturation and multiple measurements, one of which is sampled. The resulting system has a tracking performance comparing favorably with a much more complicated digital aided tracker. The parameter sensitivity reduction was treated by considering the variable parameters as random variables. A performance index is defined as a weighted sum of the state and control convariances that sum from both the random system disturbances and the parameter uncertainties, and is minimized numerically by adjusting a set of free parameters.

Hadass, Z.↗

The beta distribution: A statistical model for world cloud cover

Much work has been performed in developing empirical global cloud cover models. This investigation was made to determine an underlying theoretical statistical distribution to represent worldwide cloud cover. The beta distribution with probability density function is given to represent the variability of this random variable. It is shown that the beta distribution possesses the versatile statistical characteristics necessary to assume the wide variety of shapes exhibited by cloud cover. A total of 160 representative empirical cloud cover distributions were investigated and the conclusion was reached that this study provides sufficient statical evidence to accept the beta probability distribution as the underlying model for world cloud cover.

Falls, L. W.↗

Simulation Of Research And Development Projects

Measures of preference for alternative project plans calculated. Simulation of Research and Development Projects (SIMRAND) program aids in optimal allocation of research and development resources needed to achieve project goals. Models system subsets or project tasks as various network paths to final goal. Each path described in terms of such task variables as cost per hour, cost per unit, and availability of resources. Uncertainty incorporated by treating task variables as probabilistic random variables. Written in Microsoft FORTRAN 77.

Miles, Ralph F.↗

The sensitivity of tropospheric chemistry to cloud interactions

Clouds, although only occupying a relatively small fraction of the troposphere volume, can have a substantial impact on the chemistry of the troposphere. In newly formed clouds, or in clouds with air rapidly flowing through, the chemistry is expected to be far more active than in aged clouds with stagnant air. Thus, frequent cycling of air through shortlived clouds, i.e. cumulus clouds, is likely to be a much more efficient media for altering the composition of the atmosphere than an extensive cloud cover i.e. frontal cloud systems. The impact of clouds is tested out in a 2-D channel model encircling the globe in a latitudinal belt from 30 to 60 deg N. The model contains a detailed gas phase chemistry. In addition physiochemical interactions between the gas and aqueous phases are included. For species as H2O2, CH2O, O3, and SO2, Henry's law equilibria are assumed, whereas HNO3 and H2SO4 are regarded as completed dissolved in the aqueous phase. Absorption of HO2 and OH is assumed to be mass-transport limited. The chemistry of the aqueous phase is characterized by rapid cycling of odd hydrogen, (H2O2, HO2, and OH). O2(-) (produced through dissociation of HO2) reacting with dissolved O3 is a major source of OH in the aqueous phase. This reaction can be a significant sink for O3 in the troposphere. In the interstitial cloud air, odd hydrogen is depleted, whereas NO(x) remains in the gas phase, thus reducing ozone production due to the reaction between NO and HO2. Our calculations give markedly lower ozone levels when cloud interactions are included. This may in part explain the overpredictions of ozone levels often experienced in models neglecting cloud chemical interactions. In the present study, the existence of clouds, cloud types, and their lifetimes are modeled as pseudo random variables. Such pseudo random sequences are in reality deterministic and may, given the same starting values, be reproduced. The effects of cloud interactions on the overall chemistry of the troposphere are discussed. In particular, tests are performed to determine the sensitivity of cloud frequencies and cloud types.

Jonson, Jan E.↗

Estimation and classification by sigmoids based on mutual information

An estimate of the probability density function of a random vector is obtained by maximizing the mutual information between the input and the output of a feedforward network of sigmoidal units with respect to the input weights. Classification problems can be solved by selecting the class associated with the maximal estimated density. Newton's s method, applied to an estimated density, yields a recursive maximum likelihood estimator, consisting of a single internal layer of sigmoids, for a random variable or a random sequence. Applications to the diamond classification and to the prediction of a sun-spot process are demonstrated.

Baram, Yoram↗

Visualizing Time-Varying Distribution Data in EOS Application

In this research, we have developed several novel visualization methods for spatial probability density function data. Our focus has been on 2D spatial datasets, where each pixel is a random variable, and has multiple samples which are the results of experiments on that random variable. We developed novel clustering algorithms as a means to reduce the information contained in these datasets; and investigated different ways of interpreting and clustering the data.

Shen, Han-Wei↗

A statistical model for evaluating GOPEX uplink performance

This article describes a statistical model to analyze the signal intensity received at the solid-state imaging (SSI) camera of the Galileo optical communications system from an Earth-based transmitter (GOPEX) demonstration. The analytical model assumes that the optical beam possesses a Gaussian profile and the communication channel has a log-normal scattering characteristic. The atmospheric-induced jitter is modelled as two independent zero mean Gaussian random variables. By modelling the system parameters as a set of independent and identically distributed (iid) random variables, the combined impact of uncertainties due to system parameters and the turbulent atmosphere can be approximated by a log-normal distributed signal intensity at the spacecraft. A Monte-Carlo software simulation package was also developed to compute the confidence interval probabilities for general optical beam profiles. Numerical results show that the approximation is valid for a wide range of operation scenarios.

Kiesaleh, K.↗

Is the Non-Dipole Magnetic Field Random?

Statistical modelling of the Earth's magnetic field B has a long history. In particular, the spherical harmonic coefficients of scalar fields derived from B can be treated as Gaussian random variables. In this paper, we give examples of highly organized fields whose spherical harmonic coefficients pass tests for independent Gaussian random variables. The fact that coefficients at some depth may be usefully summarized as independent samples from a normal distribution need not imply that there really is some physical, random process at that depth. In fact, the field can be extremely structured and still be regarded for some purposes as random. In this paper, we examined the radial magnetic field B(sub r) produced by the core, but the results apply to any scalar field on the core-mantle boundary (CMB) which determines B outside the CMB.

Walker, Andrew D.↗

A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters

Sensitivity analysis and reliability assessment are two important aspects of structural and system safety. Epistemic uncertainty with respect to probabilistic model of input parameters due to lack of knowledge is present in many scarce-data applications and complicates the characterization of uncertainty in model response. In this article, we present two importance measures to evaluate the impact of distribution parameters on the probability distribution function (PDF) of the output and the failure probability. The epistemic uncertainty associated with the distribution parameters is modeled as random variables. Additionally, a modified extended polynomial chaos expansion (MEPCE) approach is introduced in which aleatory and epistemic random variables are modeled and propagated simultaneously while allowing the separate assessment for any single epistemic variable. A MEPCE-based kernel density estimation (KDE) construction provides a composite map from each epistemic variable to the response PDF. The functional global sensitivity index of the PDF with respect to the distribution parameters is thus derived, as a function of output, which is both more informative and more efficient than standard scalar sensitivity measures. Reliability sensitivity indices can be readily evaluated by integrating the global sensitivity index function over the failure zone. Three illustrative examples are used to demonstrate the proposed methodology.

42 ENGINEERING↗

Role of the doubly stochastic Neyman type-A and Thomas counting distributions in photon detection

The sums of Meyman type-A and Thomas random variables are shown to retain their form under the constant multiplication parameter constraint. The conditions under which the two random variables converge in distribution to the fixed multiplicative Poisson, and to the Gaussian, are presented. It is shown that the latter result is important, in that it provides a solution to likelihood-ratio detection, estimation and discrimination problems in the presence of many kinds of signal and noise. Among the explicit applications presented are: (1) the photon-counter scintillation detection of nuclear particles when particle flux is low, (2) the photon-counting detection of weak optical signals in the presence of ionizing radiation, and (3) the design of a star-scanner spacecraft guidance system adequate for hostile space environments.

Teich, M. C.↗

Probabilistic simulation of multi-scale composite behavior

A methodology is developed to computationally assess the probabilistic composite material properties at all composite scale levels due to the uncertainties in the constituent (fiber and matrix) properties and in the fabrication process variables. The methodology is computationally efficient for simulating the probability distributions of material properties. The sensitivity of the probabilistic composite material property to each random variable is determined. This information can be used to reduce undesirable uncertainties in material properties at the macro scale of the composite by reducing the uncertainties in the most influential random variables at the micro scale. This methodology was implemented into the computer code PICAN (Probabilistic Integrated Composite ANalyzer). The accuracy and efficiency of this methodology are demonstrated by simulating the uncertainties in the material properties of a typical laminate and comparing the results with the Monte Carlo simulation method. The experimental data of composite material properties at all scales fall within the scatters predicted by PICAN.

Liaw, D. G.↗

Use of adjoint methods in the probabilistic finite element approach to fracture mechanics

The adjoint method approach to probabilistic finite element methods (PFEM) is presented. When the number of objective functions is small compared to the number of random variables, the adjoint method is far superior to the direct method in evaluating the objective function derivatives with respect to the random variables. The PFEM is extended to probabilistic fracture mechanics (PFM) using an element which has the near crack-tip singular strain field embedded. Since only two objective functions (i.e., mode I and II stress intensity factors) are needed for PFM, the adjoint method is well suited.

Liu, Wing Kam↗

A probabilistic model of a porous heat exchanger

This paper presents a probabilistic one-dimensional finite element model for heat transfer processes in porous heat exchangers. The Galerkin approach is used to develop the finite element matrices. Some of the submatrices are asymmetric due to the presence of the flow term. The Neumann expansion is used to write the temperature distribution as a series of random variables, and the expectation operator is applied to obtain the mean and deviation statistics. To demonstrate the feasibility of the formulation, a one-dimensional model of heat transfer phenomenon in superfluid flow through a porous media is considered. Results of this formulation agree well with the Monte-Carlo simulations and the analytical solutions. Although the numerical experiments are confined to parametric random variables, a formulation is presented to account for the random spatial variations.

Agrawal, O. P.↗

Random field optimization

Herein we present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces (e.g., space and time) such as stochastic processes (e.g., time series, Gaussian processes, and Markov processes), random matrices, and random spatial fields. This paradigm involves sophisticated mathematical objects (e.g., stochastic differential equations and space-time kernel functions) and has been widely used in neuroscience, geoscience, physics, civil engineering, and computer graphics. Despite of this, however, random fields have seen limited use in optimization; specifically, existing optimization paradigms that involve uncertainty (e.g., stochastic programming and robust optimization) mostly focus on the use of finite random variables. This trend is rapidly changing with the advent of statistical optimization (e.g., Bayesian optimization) and multi-scale optimization (e.g., integration of molecular sciences and process engineering). Our work extends a recently-proposed abstraction for infinite-dimensional optimization problems by capturing more general uncertainty representations. Moreover, we discuss solution paradigms for this new class of problems based on finite transformations and sampling, and identify open questions and challenges.

97 MATHEMATICS AND COMPUTING↗

Statistical analysis of astronomical data containing upper bounds - General methods and examples drawn from X-ray astronomy

Statistical procedures taken from the field of survival analysis have been adapted to astronomical usage and have been applied to a sample of stars in the B-V color range between 0.1 and 0.5 with measured soft X-ray luminosities and projected equatorial velocities. The two-sample problem and linear regression problem with arbitrarily censored data were studied. A new method for determining the linear regression between two random variables in the presence of arbitrary censoring has been developed which can also be used for a likelihood-ratio test for the independence of two random variables and for principal-component analysis in the presence of arbitrary censoring. The required numerical computations can be carried out straightforwardly and rapidly.

Schmitt, J. H. M. M.↗

Stochastic Modeling in a Multimaterial Continuum Mixture Shock Physics Code

Stochastic modelling approaches are presented to capture random effects at multiple time and length scales. Random processes that occur at the microscale produce nondeterministic effects at the macroscale. Here we present three stochastic modeling approaches that describe random processes at microscopic length scales and map these processes to the macroscopic length scale. The first stochastic modeling approach is based upon a particle based numerical technique to solve a Stochastic Differential Equation (SDE) using an arbitrary diffusion process to capture random processes at the microstructural level. The second approach prescribes a Probability Density Function (PDF) for the drift and diffusion of the random variable derived using the forward and backward Kolmogorov equations. This method requires mean and drift evolution PDF transport equations. The third approach is the coupling of multiple random variables which are dependent on each other. The relationship of the PDFs and a coupling function, known as a copula, produces a Joint Probability Density Function (JPDF). These stochastic modeling approaches are implemented into a Multiple Component (MC) shock physics computational code and used to model statistical fracture and reactive flow applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗